AMD Advanced Mic...
Fundamental Data
Get detailed Fundamental insights of Advanced Micro Devices Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.42 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of AMD
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Nov 30, 2021 | Jan 17, 2024 | -65.45% | 779 |
| Feb 6, 2015 | Apr 21, 2016 | -51.06% | 441 |
| Sep 17, 2018 | Jun 7, 2019 | -49.11% | 264 |
| Feb 28, 2017 | Jun 5, 2018 | -37.30% | 463 |
| Feb 20, 2020 | Jul 21, 2020 | -34.28% | 153 |
| Mar 8, 2024 | May 17, 2024 | -31.75% | 71 |
| Aug 24, 2016 | Nov 15, 2016 | -25.16% | 84 |
| Jan 12, 2021 | Jul 27, 2021 | -24.84% | 197 |
| Dec 28, 2016 | Feb 1, 2017 | -19.22% | 36 |
| Sep 2, 2020 | Nov 27, 2020 | -18.96% | 87 |
AMD vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
AMD
S&P500
Metric AMD S&P500
| Cumulative Return | 6014.13% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 35.4% | 7.23% |
| Sharpe | 1.03 | 0.65 |
| Sortino | 1.64 | 0.91 |
| Max Drawdown | -65.45% | -34.1% |
| Longest Drawdown Days | 779 | 745 |
| Volatility (ann.) | 59.43% | 17.95% |
| Correlation | 49.57% | - |
| R^2 | 0.25 | - |
| Calmar | 0.54 | 0.21 |
| Skew | 1.32 | -0.55 |
| Kurtosis | 18.40 | 12.55 |
| Expected Daily | 0.17% | 0.04% |
| Expected Monthly | 3.71% | 0.84% |
| Expected Yearly | 50.88% | 9.93% |
| Kelly Criterion | 4.5% | 3.41% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -5.91% | -1.81% |
| Expected Shortfall (cVaR) | -5.91% | -1.81% |
| Max Consecutive Wins | 9 | 10 |
| Max Consecutive Losses | 8 | 8 |
| Gain/Pain Ratio | 0.21 | 0.13 |
| Gain/Pain (1M) | 1.20 | 0.74 |
| Payoff Ratio | 1.03 | 0.91 |
| Profit Factor | 1.21 | 1.13 |
| Outlier Win Ratio | 2.58 | 9.52 |
| Outlier Loss Ratio | 2.50 | 8.07 |
| MTD | 3.85% | 5.47% |
| 3M | -5.41% | 5.99% |
| 6M | 37.25% | 17.60% |
| YTD | 11.57% | 11.39% |
| 1Y | 62.07% | 29.06% |
| 3Y (ann.) | 18.56% | 5.51% |
| Best Day | 52.29% | 9.06% |
| Worst Day | -24.23% | -10.94% |
| Best Month | 47.18% | 12.70% |
| Worst Month | -41.05% | -13.00% |
| Best Year | 295.12% | 28.79% |
| Worst Year | -54.99% | -19.48% |
| Avg. Drawdown | -9.44% | -1.81% |
| Avg. Drawdown Days | 47 | 22 |
| Recovery Factor | 8.75 | 3.22 |
| Ulcer Index | 0.26 | 0.08 |
| Avg. Up Month | 18.54% | 3.87% |
| Avg. Down Month | -12.12% | -4.63% |
| Win Days | 51.60% | 54.06% |
| Win Month | 55.75% | 66.37% |
| Win Quarter | 57.89% | 76.32% |
| Win Year | 80.00% | 70.00% |